V-Lab
Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:13.10% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 23.25 | |
| 0.1799 | 32.86 | |
| 0.7909 | 244.33 | |
| 0.0584 | 7.45 |
Estimation Period:
May 21, 1992 to Jun 27, 2025
May 21, 1992 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices